Possible bug on Swap.xls

[Davide Della Seta]

Hello,

 

I am contacting you to report what I believe it is a bug in one of the demo file provided with the QuantLibXl library (Swap.xls).

The cell D14 seems to be not working despite all the inputs are provided for the function.

You can find enclosed the related file with my inputs.

I would kindly ask you if you can check if the problem is effectively a bug or just a misspecification of the inputs.

 

Thanks,

Davide

 

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Wave(TM): Endpoint Security, Q1 2013 and "remains a good choice" in the  
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[Peter Caspers-4]

Hi Davide,

try to put

=ohRangeRetrieveError(D14)

in some cell to see the details of exceptions thrown by the library. In your case this gives

qlSchedule - first date (June 21st, 2013) is not an IMM date

which I suppose clarifies the source of the error.

Regards
Peter

Am 07.03.2013 18:07, schrieb Davide Della Seta:

Hello,

 

I am contacting you to report what I believe it is a bug in one of the demo file provided with the QuantLibXl library (Swap.xls).

The cell D14 seems to be not working despite all the inputs are provided for the function.

You can find enclosed the related file with my inputs.

I would kindly ask you if you can check if the problem is effectively a bug or just a misspecification of the inputs.

 

Thanks,

Davide

 

------------------------------------------------------------------------------
Symantec Endpoint Protection 12 positioned as A LEADER in The Forrester  
Wave(TM): Endpoint Security, Q1 2013 and "remains a good choice" in the  
endpoint security space. For insight on selecting the right partner to 
tackle endpoint security challenges, access the full report. 
http://p.sf.net/sfu/symantec-dev2dev

_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Symantec Endpoint Protection 12 positioned as A LEADER in The Forrester  
Wave(TM): Endpoint Security, Q1 2013 and "remains a good choice" in the  
endpoint security space. For insight on selecting the right partner to
tackle endpoint security challenges, access the full report.
http://p.sf.net/sfu/symantec-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users